Lasso under Multi-way Clustering: Estimation and Post-selection Inference

Andrews, Donald W.K. “Cross-section regression with common shocks.” Econometrica

2005

Earlier work this paper cites.

Kallenberg, Olav. Probabilistic symmetries and invariance principles. Springer Science and Business Media (2005)

2005

Earlier work this paper cites.

Belloni, Alexandre, Victor Chernozhukov, and Christian Hansen. “Inference for high-dimensional sparse econometric models.” arXiv preprint arXiv:1201.0220 (2011)

Original

2011

Earlier work this paper cites.

Cameron, Colin A., Jonah B. Gelbach, and Douglas L. Miller. “Robust inference with multiway clustering.” Journal of Business and Economic Statistics

2011

Earlier work this paper cites.

Nunn, Nathan and Leonard Wantchekon. “The slave trade and the origins of mistrust in Africa.” American Economic Review

2011

Earlier work this paper cites.

Belloni, Alexandre, Daniel Chen, Victor Chernozhukov, and Christian Hansen. “Sparse models and methods for optimal instruments with an application to eminent domain.” Econometrica

2012

Earlier work this paper cites.

Belloni, Alexandre, and Victor Chernozhukov. “Least squares after model selection in high-dimensional sparse models.” Bernoulli

2013

Earlier work this paper cites.

Michalopoulos, Stelios and Elias Papaioannou. “Pre‐Colonial Ethnic Institutions and Contemporary African Development.” Econometrica

2013

Earlier work this paper cites.

Michalopoulos, Stelios, and Elias Papaioannou. “National institutions and subnational development in Africa.” The Quarterly Journal of Economics

2013

Earlier work this paper cites.

Belloni, Alexandre, Victor Chernozhukov, and Christian Hansen. “Inference on treatment effects after selection among high-dimensional controls.” Review of Economic Studies

2014

Earlier work this paper cites.

Chernozhukov, Victor, Denis Chetverikov, and Kengo Kato. “Gaussian approximation of suprema of empirical processes.” Annals of Statistics

2014

Cited alongside, same era.

Javanmard, Adel and Andrea Montanari. “Confidence intervals and hypothesis testing for high-dimensional regression.” Journal of Machine Learning Research

2014

Cited alongside, same era.

van de Geer, Sara, Peter Bühlmann, Ya’acov Ritov, and Ruben Dezeure. “On asymptotically optimal confidence regions and tests for high-dimensional models.” Annals of Statistics

2014

Cited alongside, same era.

Zhang, Cun-Hui, and Stephanie S. Zhang. “Confidence intervals for low dimensional parameters in high dimensional linear models.” Journal of the Royal Statistical Society: Series B (Statistical Methodology)

2014

Cited alongside, same era.

Gershman, Boris. “Witchcraft beliefs and the erosion of social capital: Evidence from Sub-Saharan Africa and beyond.” Journal of Development Economics

2016

Later among the works it cites.

Kock, Anders Bredahl. “Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models.” Journal of Econometrics

2016

Later among the works it cites.

Michalopoulos, Stelios, and Elias Papaioannou. “The long-run effects of the scramble for Africa.” American Economic Review

2016

Later among the works it cites.

Menzel, Konrad. “Bootstrap with clustering in two or more dimensions.” arXiv preprint arXiv:1703.03043 (2017)

Original

2017

Later among the works it cites.

Anderson, Siwan. “Legal origins and female HIV.” American Economic Review

2018

Later among the works it cites.